+679.9%
MPC vs LHX
+19.9%
+660.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.0% |
| 7D | +3.2% | -3.7% | +6.9% | +4.3% |
| 30D | +25.0% | -13.2% | +38.2% | +29.9% |
| 3M | +55.2% | -18.4% | +73.5% | +63.4% |
| 6M | +86.4% | -32.0% | +118.4% | +107.7% |
| YTD | +148.5% | -13.6% | +162.1% | +154.3% |
| 1Y | +121.7% | -6.0% | +127.7% | +119.2% |
| 3Y | +172.9% | +57.9% | +114.9% | +121.4% |
| 5Y | +679.9% | +19.2% | +660.7% | +572.4% |
| All | +679.9% | +19.9% | +660.0% | +572.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LHX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling